Stability radii of some time-varying linear stochastic differential systems

DOI10.1080/07362999708809483zbMath0898.93034OpenAlexW2012881015MaRDI QIDQ4349662

Toader Morozan

Publication date: 1 November 1998

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999708809483

zbMATH Keywords

stochastic stabilitystability radiustime-dependent systemsdifferential Lyapunov equationstochastic input-output perturbation operator

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) Model systems in control theory (93C99)

Related Items (3)

A small gain theorem for linear stochastic systems ⋮ Robust stabilisation of discrete-time time-varying linear systems with Markovian switching and nonlinear parametric uncertainties ⋮ Parametrized riccati equations for controlled linear differential systems with jump Markov perturbations

Cites Work

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• Stability radii of linear systems with respect to stochastic perturbations
• A Riccati equation approach to maximizing the stability radius of a linear system by state feedback under structured stochastic Lipschitzian perturbations
• Almost-periodic solutions for Riccati equations of stochastic control
• Stability Radii of Some Stochastic Differential Equations

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